Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 69'000 | 69'000 | 68'113 | 68'113 | 367'428 CHF | 368'110 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 69'000 | 69'000 | 68'815 | 68'815 | 366'478 CHF | 367'167 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 69'000 | 69'000 | 67'656 | 67'656 | 366'011 CHF | 366'688 CHF | 97.24% | 97.24% |
13.05.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 68'000 | 68'000 | 67'339 | 67'339 | 363'459 CHF | 364'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 68'000 | 68'000 | 66'381 | 66'381 | 364'095 CHF | 364'760 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 68'000 | 68'000 | 68'213 | 68'213 | 361'989 CHF | 362'672 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 69'000 | 69'000 | 67'645 | 67'645 | 362'606 CHF | 363'283 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 363'704 CHF | 364'379 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 68'000 | 68'000 | 66'778 | 66'778 | 362'153 CHF | 362'821 CHF | 98.39% | 98.39% |
02.05.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 68'000 | 68'000 | 66'393 | 66'393 | 364'814 CHF | 365'479 CHF | 99.89% | 99.89% |